Hybrid Portfolio Risk Modeling Lead - Governance & Analytics

Citibank (Switzerland) AG; Warszawa; Hybrid; Confidential; Full time

Benefits offered by this job

Hybrid work model

Private medical care package

Pension plan

Job summary

Citibank (Switzerland) AG in Warsaw seeks an experienced professional to support the Model Sponsor function within the PMG Risk Ratings team. You will manage governance obligations, perform risk analysis, and coordinate with Model Sponsors, Developers and MRM across the model lifecycle.

The role requires strong credit risk knowledge, quantitative skills, and excellent communication. A hybrid work model is offered with relocation to Poland as needed.

Qualifications

• 5+ years of experience in the financial industry with exposure to credit risk, model risk management, or wholesale banking functions.
• 3+ years in model risk review and challenge, development or sponsorship for wholesale PD models.
• Familiarity with Citi’s MRM framework or equivalent governance.
• Proficiency in Python, SQL, Tableau for data analysis and model testing.

Responsibilities

• Serve as the Model Sponsor Delegate across the Risk Rating model portfolio.
• Support governance analytics, benchmarking and root cause analysis.
• Prepare governance documentation and presentations for Senior Management.

Skills

Communication skills

Project management

Analytical thinking

Stakeholder management

Model governance

Education

Bachelor's degree

Master's degree preferred

CFA/FRM designation a plus

Tools

Python

SQL

Tableau

Excel

PowerPoint

Word

Job description

Citibank (Switzerland) AG in Warsaw seeks an experienced professional to support the Model Sponsor function within the PMG Risk Ratings team. You will manage governance obligations, perform risk analysis, and coordinate with Model Sponsors, Developers and MRM across the model lifecycle.

The role requires strong credit risk knowledge, quantitative skills, and excellent communication. A hybrid work model is offered with relocation to Poland as needed.